Very new to this - I'm trying to transfer and sync my Iphone with my new Mac but it keeps telling me that I will lose everything?

I've used home sharing to get all the music across but can't sync the apps, calendars, notes etc.

Any suggestions?

This is what happens with iPhones when you move them to a new computer, it's not like an iPod. If you have everything you have on the phone already on the new machine, it's no big deal. If not, you need to get everything onto the new machine so you can move it all back to the Phone again.